ABSTRACT
This chapter lists parametric copula families that could be useful for dependence models; all except one include at least two of the independence copula C⊥, the comonotonicity copula C+ and the countermonotonicity copula C−. In most sections, a bivariate family is presented followed by dependence and tail properties, multivariate extensions, and some historical background. The idea is to include many useful properties of parametric copula families that aid in model selection. This chapter is mainly aimed to be used as a reference in the style of Johnson and Kotz (1972).
